A QUASI-DISCRETE NEWTON ALGORITHM WITH A NONMONOTONE STABILIZATION TECHNIQUE

被引：11
|
作者：
GRIPPO, L
LAMPARIELLO, F
LUCIDI, S
机构：
[1] Istituto di Analisi dei Sistemi ed Informatica, National Research Council, Rome
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 64卷 / 03期
关键词：
line search techniques; Newton-type methods; Nonlinear programming; unconstrained minimization;
D O I：
10.1007/BF00939421
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we define an unconstrained optimization algorithm employing only first-order derivatives, in which a nonmonotone stabilization technique is used in conjunction with a quasidiscrete Newton method for the computation of the search direction. Global and superlinear convergence is proved, and numerical results are reported. © 1990 Plenum Publishing Corporation.
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页码：495 / 510
页数：16
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